+950.6%
BX vs UPS
+166.2%
+784.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.3% |
| 7D | -2.0% | -2.1% | +0.2% | -0.3% |
| 30D | -2.3% | -2.3% | 0.0% | -0.5% |
| 3M | +18.5% | -5.2% | +23.7% | +22.4% |
| 6M | +23.7% | +1.4% | +22.3% | +19.7% |
| YTD | -10.4% | +6.1% | -16.5% | -17.1% |
| 1Y | -19.6% | +27.0% | -46.6% | -36.1% |
| 3Y | +30.8% | -25.9% | +56.7% | +51.1% |
| 5Y | +24.3% | -34.6% | +58.9% | +58.9% |
| 10Y | +679.5% | +36.2% | +643.3% | +336.8% |
| All | +950.6% | +166.2% | +784.4% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling